Plot: Cumulative Total Return (x axis: month)
Create the following r code.
gf <- MCTR_F("AAPL.txt",1,3,"") plot.zoo(gf[,3],plot.type="single",col=1:1,ylim=c(-10,1100),lwd=3, xlab = "Month", ylab="Cumulative Total Return") legend("topleft",col=1:1,lty=1,legend=c("Apple")) |
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Plot: Cumulative Total Return (x axis: date, yyyy/mm/dd format)
Run the following r code.
gf <- MCTR_F("AAPL.txt",1,3,"") # xts: time seris gf2<- xts( zoo( subset(gf[,3],gf[,3]!="DUMMY"), as.Date( as.character( subset(gf[,1],gf[,3]!="DUMMY") ), format='%Y/%m/%d' ) ) ) plot.zoo(gf2, plot.type="single",col=1:1,yaxp=c(0,1100,11),lwd=3, xlab = "Year", ylab="Cumulative Total Return") legend("topleft",col=1:1,lty=1,legend=c("Apple")) |
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Plot: Cumulative Total Returns of two stocks (x axis: date, yyyy/mm/dd format)
read.table()
for tab-separated files
Create the following monthly price and total return tab-separated file for Microsoft.
| Date Price Return Total Return 2007/01/31 3.3490 3.3490 2007/02/28 -8.7168 -8.4023 2007/03/30 -1.0650 -1.0650 2007/04/30 7.4273 7.4273 2007/05/31 2.5054 2.8372 2007/06/29 -3.9756 -3.9756 2007/07/31 -1.6288 -1.6288 2007/08/31 -0.8969 -0.5463 2007/09/28 2.5409 2.5409 2007/10/31 24.9491 24.9491 2007/11/30 -8.7205 -8.4291 2007/12/31 5.9524 5.9524 2008/01/31 -8.4270 -8.4270 2008/02/29 -16.5648 -16.2390 2008/03/31 4.3387 4.3387 2008/04/30 0.4933 0.4933 2008/05/30 -0.7013 -0.3345 2008/06/30 -2.8602 -2.8602 2008/07/31 -6.5067 -6.5067 2008/08/29 6.1042 6.5314 2008/09/30 -2.1986 -2.1986 2008/10/31 -16.3357 -16.3357 2008/11/28 -9.4492 -8.8492 2008/12/31 -3.8576 -3.8576 2009/01/30 -12.0370 -12.0370 2009/02/27 -5.5556 -4.8769 2009/03/31 13.7461 13.7461 2009/04/30 10.2885 10.2885 2009/05/29 3.1096 3.7696 2009/06/30 13.7865 13.7865 2009/07/31 -1.0517 -1.0517 2009/08/31 4.8044 5.3822 2009/09/30 4.3408 4.3408 2009/10/30 7.8149 7.8149 2009/11/30 6.0584 6.5180 2009/12/31 3.6382 3.6382 2010/01/29 -7.5459 -7.5459 2010/02/26 1.7388 2.2053 2010/03/31 2.1538 2.1538 2010/04/30 4.2595 4.2595 2010/05/28 -15.5068 -15.1227 2010/06/30 -10.8140 -10.8140 2010/07/30 12.1686 12.1686 2010/08/31 -9.0856 -8.6073 2010/09/30 4.3682 4.3682 2010/10/29 8.8812 8.8812 2010/11/30 -5.2785 -4.6913 2010/12/31 10.5018 10.5018 2011/01/31 -0.6628 -0.6628 2011/02/28 -4.1298 -3.5609 2011/03/31 -4.4771 -4.4771 2011/04/29 2.0874 2.0874 2011/05/31 -3.5108 -2.8812 2011/06/30 3.9584 3.9584 2011/07/29 5.3846 5.3846 2011/08/31 -2.9197 -2.3070 2011/09/30 -6.4286 -6.4286 2011/10/31 6.9908 6.9908 2011/11/30 -3.9429 -3.2245 2011/12/30 1.4855 1.4855 2012/01/31 13.7519 13.7519 2012/02/29 7.4839 8.1946 2012/03/30 1.6226 1.6226 2012/04/30 -0.7441 -0.7441 2012/05/31 -8.8240 -8.2204 2012/06/29 4.7962 4.7962 2012/07/31 -3.6613 -3.6613 2012/08/31 4.5809 5.2751 2012/09/28 -3.4393 -3.4393 2012/10/31 -4.0995 -4.0995 2012/11/30 -6.7449 -5.9531 2012/12/31 0.3558 0.3558 2013/01/31 2.7717 2.7717 2013/02/28 1.2750 2.1056 2013/03/28 2.8957 2.8957 2013/04/30 15.7140 15.7140 2013/05/31 5.4381 6.1613 2013/06/28 -1.0172 -1.0172 2013/07/31 -7.8304 -7.8304 2013/08/30 4.8995 5.6481 2013/09/30 -0.3593 -0.3593 2013/10/31 6.3852 6.3852 2013/11/29 7.6967 8.5174 2013/12/31 -1.8883 -1.8883 2014/01/31 1.1494 1.1494 2014/02/28 1.2421 1.9996 2014/03/31 6.9956 6.9956 2014/04/30 -1.4394 -1.4394 2014/05/30 1.3366 2.0386 2014/06/30 1.8564 1.8564 2014/07/31 3.5012 3.5012 2014/08/29 5.2595 5.9097 2014/09/30 2.0471 2.0471 2014/10/31 1.2726 1.2726 2014/11/28 1.8317 2.4794 2014/12/31 -2.8446 -2.8446 2015/01/30 -13.0248 -13.0248 2015/02/27 8.5396 9.3117 2015/03/31 -7.2862 -7.2862 2015/04/30 19.6409 19.6409 2015/05/29 -3.6595 -3.0318 |
| # load the tab-separated file with the header in the first row msft<- read.table("MSFT.txt", header=T, sep="\t") msft |
| Date Price.Return Total.Return 1 2007/01/31 3.3490 3.3490 2 2007/02/28 -8.7168 -8.4023 3 2007/03/30 -1.0650 -1.0650 4 2007/04/30 7.4273 7.4273 5 2007/05/31 2.5054 2.8372 6 2007/06/29 -3.9756 -3.9756 7 2007/07/31 -1.6288 -1.6288 8 2007/08/31 -0.8969 -0.5463 9 2007/09/28 2.5409 2.5409 10 2007/10/31 24.9491 24.9491 11 2007/11/30 -8.7205 -8.4291 12 2007/12/31 5.9524 5.9524 13 2008/01/31 -8.4270 -8.4270 14 2008/02/29 -16.5648 -16.2390 15 2008/03/31 4.3387 4.3387 16 2008/04/30 0.4933 0.4933 17 2008/05/30 -0.7013 -0.3345 18 2008/06/30 -2.8602 -2.8602 19 2008/07/31 -6.5067 -6.5067 20 2008/08/29 6.1042 6.5314 21 2008/09/30 -2.1986 -2.1986 22 2008/10/31 -16.3357 -16.3357 23 2008/11/28 -9.4492 -8.8492 24 2008/12/31 -3.8576 -3.8576 25 2009/01/30 -12.0370 -12.0370 26 2009/02/27 -5.5556 -4.8769 27 2009/03/31 13.7461 13.7461 28 2009/04/30 10.2885 10.2885 29 2009/05/29 3.1096 3.7696 30 2009/06/30 13.7865 13.7865 31 2009/07/31 -1.0517 -1.0517 32 2009/08/31 4.8044 5.3822 33 2009/09/30 4.3408 4.3408 34 2009/10/30 7.8149 7.8149 35 2009/11/30 6.0584 6.5180 36 2009/12/31 3.6382 3.6382 37 2010/01/29 -7.5459 -7.5459 38 2010/02/26 1.7388 2.2053 39 2010/03/31 2.1538 2.1538 40 2010/04/30 4.2595 4.2595 41 2010/05/28 -15.5068 -15.1227 42 2010/06/30 -10.8140 -10.8140 43 2010/07/30 12.1686 12.1686 44 2010/08/31 -9.0856 -8.6073 45 2010/09/30 4.3682 4.3682 46 2010/10/29 8.8812 8.8812 47 2010/11/30 -5.2785 -4.6913 48 2010/12/31 10.5018 10.5018 49 2011/01/31 -0.6628 -0.6628 50 2011/02/28 -4.1298 -3.5609 51 2011/03/31 -4.4771 -4.4771 52 2011/04/29 2.0874 2.0874 53 2011/05/31 -3.5108 -2.8812 54 2011/06/30 3.9584 3.9584 55 2011/07/29 5.3846 5.3846 56 2011/08/31 -2.9197 -2.3070 57 2011/09/30 -6.4286 -6.4286 58 2011/10/31 6.9908 6.9908 59 2011/11/30 -3.9429 -3.2245 60 2011/12/30 1.4855 1.4855 61 2012/01/31 13.7519 13.7519 62 2012/02/29 7.4839 8.1946 63 2012/03/30 1.6226 1.6226 64 2012/04/30 -0.7441 -0.7441 65 2012/05/31 -8.8240 -8.2204 66 2012/06/29 4.7962 4.7962 67 2012/07/31 -3.6613 -3.6613 68 2012/08/31 4.5809 5.2751 69 2012/09/28 -3.4393 -3.4393 70 2012/10/31 -4.0995 -4.0995 71 2012/11/30 -6.7449 -5.9531 72 2012/12/31 0.3558 0.3558 73 2013/01/31 2.7717 2.7717 74 2013/02/28 1.2750 2.1056 75 2013/03/28 2.8957 2.8957 76 2013/04/30 15.7140 15.7140 77 2013/05/31 5.4381 6.1613 78 2013/06/28 -1.0172 -1.0172 79 2013/07/31 -7.8304 -7.8304 80 2013/08/30 4.8995 5.6481 81 2013/09/30 -0.3593 -0.3593 82 2013/10/31 6.3852 6.3852 83 2013/11/29 7.6967 8.5174 84 2013/12/31 -1.8883 -1.8883 85 2014/01/31 1.1494 1.1494 86 2014/02/28 1.2421 1.9996 87 2014/03/31 6.9956 6.9956 88 2014/04/30 -1.4394 -1.4394 89 2014/05/30 1.3366 2.0386 90 2014/06/30 1.8564 1.8564 91 2014/07/31 3.5012 3.5012 92 2014/08/29 5.2595 5.9097 93 2014/09/30 2.0471 2.0471 94 2014/10/31 1.2726 1.2726 95 2014/11/28 1.8317 2.4794 96 2014/12/31 -2.8446 -2.8446 97 2015/01/30 -13.0248 -13.0248 98 2015/02/27 8.5396 9.3117 99 2015/03/31 -7.2862 -7.2862 100 2015/04/30 19.6409 19.6409 101 2015/05/29 -3.6595 -3.0318 |
Run the following r code.
hf <- MCTR_F("MSFT.txt",1,3,"") # xts: time seris hf2<- xts( zoo( subset(hf[,3],hf[,3]!="DUMMY"), as.Date( as.character( subset(hf[,1],hf[,3]!="DUMMY") ), format='%Y/%m/%d' ) ) ) # col= 1 black, 2 read, 3 blue plot.zoo(hf2, plot.type="single",col=2:2,ylim=c(-50,100),lwd=3, xlab = "Year", ylab="Cumulative Total Return") legend("topleft",col=1:1,lty=1,legend=c("Microsoft")) |
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| # combine two data cbind(gf2, hf2) |
| > cbind(gf2, hf2) x x.1 2007-01-31 1.0490000 3.3490000 2007-02-28 -0.2711041 -5.3346930 2007-03-30 9.5120014 -6.3428785 2007-04-30 17.6331924 0.6133168 2007-05-31 42.8465732 3.4679179 2007-06-29 43.8472134 -0.6455527 2007-07-31 55.3040686 -2.2638379 2007-08-31 63.2248867 -2.7977706 2007-09-28 80.8934910 -0.3279591 2007-10-31 123.8920547 24.5393180 2007-11-30 114.7807675 14.0417744 2007-12-31 133.4748560 20.8299969 2008-01-31 59.5473776 10.6476531 2008-02-29 47.3597130 -7.3204193 2008-03-31 69.1418363 -3.2993303 2008-04-30 105.0328882 -2.8223059 2008-05-30 122.4774964 -3.1473653 2008-06-30 97.3595646 -5.9175444 2008-07-31 87.3524479 -12.0392075 2008-08-29 99.8230015 -6.2941363 2008-09-30 33.9697328 -8.3543534 2008-10-31 26.8150792 -23.3253113 2008-11-28 9.2289981 -30.1104079 2008-12-31 0.6009995 -32.8064688 2009-01-30 6.2351585 -40.8945541 2009-02-27 5.2686310 -43.7770676 2009-03-31 23.9037052 -36.0486071 2009-04-30 48.3143459 -29.4689680 2009-05-29 60.0776016 -26.8102303 2009-06-30 67.8805843 -16.7199227 2009-07-31 92.5858910 -17.5957792 2009-08-31 98.2671748 -13.1606193 2009-09-30 118.4698069 -9.3910954 2009-10-30 122.1827012 -2.3101001 2009-11-30 135.6316423 4.0573275 2009-12-31 148.3873256 7.8431412 2010-01-29 126.3824441 -0.2945944 2010-02-26 141.1833283 1.9042089 2010-03-31 176.9918170 4.0990218 2010-04-30 207.7437255 8.5331196 2010-05-28 202.7813580 -7.8800185 2010-06-30 196.4753306 -17.8418733 2010-07-30 203.2174761 -7.8443794 2010-08-31 186.5389988 -15.7764902 2010-09-30 234.4526175 -12.0974388 2010-10-29 254.7612494 -4.2906366 2010-11-30 266.7486320 -8.7806499 2010-12-31 280.1973043 0.7990238 2011-01-31 299.9519761 0.1309279 2011-02-28 316.3240102 -3.4346344 2011-03-31 310.7810723 -7.7579623 2011-04-29 312.6936690 -5.8325020 2011-05-31 309.9826843 -8.5456560 2011-06-30 295.6496897 -4.9255272 2011-07-29 360.2533492 0.1938528 2011-08-31 353.5939435 -2.1176194 2011-09-30 349.4567132 -8.4100861 2011-10-31 377.1086385 -2.0072184 2011-11-30 350.4940873 -5.1669956 2011-12-30 377.3683121 -3.7582513 2012-01-31 438.0470756 9.4768177 2012-02-29 539.3672585 18.4480050 2012-03-30 606.6824010 20.3699423 2012-04-30 588.3305657 19.4742696 2012-05-31 580.9640520 9.6530067 2012-06-29 588.3545548 14.9121842 2012-07-31 619.8963372 10.7049044 2012-08-31 687.4586085 16.5446988 2012-09-28 689.6658550 12.5363770 2012-10-31 604.6922813 7.9229482 2012-11-30 596.0978542 1.4981872 2012-12-31 532.9353271 1.8593178 2013-01-31 441.7331441 4.6825525 2013-02-28 427.9465773 6.8867483 2013-03-28 429.4538648 9.9818679 2013-04-30 429.5973468 27.2644186 2013-05-31 441.5079911 35.1055612 2013-06-28 377.4459713 33.7312674 2013-07-31 444.8732786 23.2595743 2013-08-30 490.5184028 30.2213983 2013-09-30 477.8334770 29.7535128 2013-10-31 533.5285346 38.0385341 2013-11-29 577.9173449 49.7958282 2013-12-31 583.9521651 46.9672336 2014-01-31 510.2925687 48.6564750 2014-02-28 545.3685238 51.6290098 2014-03-31 558.2455620 62.2363688 2014-04-30 623.6725379 59.9011385 2014-05-30 680.6400400 63.1608832 2014-06-30 702.2341048 66.1898018 2014-07-31 725.2830929 72.0084391 2014-08-29 789.2499602 82.1736219 2014-09-30 774.0677956 85.9028981 2014-10-31 836.9657142 88.2686984 2014-11-28 936.2512861 92.9366325 2014-12-31 861.7541448 87.4483570 2015-01-30 920.8289314 63.0335834 2015-02-27 1023.6733630 78.2147816 2015-03-31 988.4214822 65.2296962 2015-04-30 994.7190889 97.6822956 2015-05-29 1044.3230003 91.6889637 |
| # compare two data zf2 <- cbind(gf2, hf2)
# col= 1 black, 2 read, 3 green
grid()plot.zoo(zf2, plot.type="single",col=1:2,ylim=c(-50,1100),lwd=3, xlab = "Year", ylab="Cumulative Total Return") legend("topleft",col=1:2,lty=1,legend=c("Apple","Microsoft")) |
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| # two data plus spread between the two zf3 <- cbind(gf2, hf2, gf2 - hf2)
# col= 1 black, 2 read, 3 green
grid()plot.zoo(zf3, plot.type="single",col=1:3,ylim=c(-50,1100),lwd=3, xlab = "Year", ylab="Cumulative Total Return") legend("topleft",col=1:3,lty=1,legend=c("Apple","Microsoft", "(Apple - Microsoft)")) |
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